+11.6%
ILF vs VT
+10.5%
+1.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | 0.0% | -2.3% | +2.3% | +2.3% |
| 30D | -14.1% | -5.0% | -9.1% | -9.6% |
| 3M | -7.9% | -4.9% | -3.1% | -3.2% |
| 6M | -11.9% | -1.5% | -10.4% | -11.2% |
| YTD | +6.9% | +8.5% | -1.6% | -3.5% |
| 1Y | +11.6% | +11.4% | +0.2% | -1.5% |
| All | +11.6% | +10.5% | +1.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling